Risk
Client Overview
Risk GPS is that part of BankersGPS (Goal Positioning System) which gives a complete Interest Rate Risk profile of any bank. Narrative summaries and visuals make it easy to confidently communicate a bank's risk position.
Challenges / Business Problems
Build product with features like
Ability to do interest rate risk analysis and submit a risk report to the examiners of the bank.
Completely customizable assumptions to fine tune bank’s data.
Current cash flow, maturity and re-pricing information in Gap Report.
Simulation of the new interest margin under varying interest rate conditions.
Incorporate the most modern techniques to evaluate the resilience of the bank’s structure, and report its Economic Value of Equity (EVE) risk estimate in clear, transparent terms.
Back checking to validate the results of the Rate Shock method.
Performance Forecast to provide a more meaningful report of the potential changes to the bottom line, four quarters from the current quarter.
Soluion Overview
- Risk GPS is that part of BankersGPS (Goal Positioning System) which gives a complete Interest Rate Risk profile of any bank.
- Narrative summaries and visuals make it easy to confidently communicate a bank’s risk position.
- Bankers can cut through complexity, save time, and get the information needed for Board, ALCO and examiners.
Project Overview
Schedule
2-4 weeks Sprint – iterative method
Agile iterative development cycle
Team Size
7 Experts
Developers, Analysts & QA Engineers
User Overview
Region
USA
Industry
Banking
Users
800+
Technologies
MS Visual Studio 2013, 2005
MS SQL Server 2005
.NET Framework 4.5, 2.0
ABC PDF .NET
Chart Director
Crystal Report
MS FxCop, MS Access, MS Excel, MS Word, MS Project